-15.1%
PEP vs KVUE
-9.0%
-6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.0% | -5.1% | +4.2% | +0.1% |
| 30D | -0.7% | -6.3% | +5.7% | +0.7% |
| 3M | -4.1% | -0.5% | -3.6% | -3.9% |
| 6M | -13.1% | +3.1% | -16.2% | -13.5% |
| YTD | -2.1% | +6.7% | -8.8% | -3.1% |
| 1Y | -1.7% | -1.1% | -0.5% | -1.1% |
| 3Y | -15.1% | -8.7% | -6.4% | -14.5% |
| All | -15.1% | -9.0% | -6.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KVUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling